Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem

Juanjuan Xu, Lihua Xie, Huanshui Zhang. Solution to Discrete-Time Linear FBSDEs with Application to Stochastic Control Problem. IEEE Trans. Automat. Contr., 62(12):6602-6607, 2017. [doi]

References

No references recorded for this publication.

Cited by

No citations of this publication recorded.